+72.4%
IBM vs EFA
+68.2%
+4.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | +0.3% | +1.2% | -0.9% | -0.3% |
| 30D | -1.5% | -0.7% | -0.8% | -1.1% |
| 3M | -16.8% | +6.4% | -23.2% | -20.0% |
| 6M | -9.0% | +11.4% | -20.4% | -15.3% |
| YTD | -20.1% | +14.0% | -34.0% | -26.8% |
| 1Y | -7.0% | +20.2% | -27.2% | -17.8% |
| 3Y | +72.4% | +68.2% | +4.2% | +25.5% |
| All | +72.4% | +68.2% | +4.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling